Reinsurance in arbitrage-free markets (Q1182782)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinsurance in arbitrage-free markets |
scientific article |
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Reinsurance in arbitrage-free markets (English)
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28 June 1992
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martingale theory
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dynamic reinsurance policies
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continuous Lundberg model
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claims
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interest rates
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stochastic processes
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arbitrage-free markets
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premium calculation
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stop loss
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excess loss
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compound Poisson
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Pareto-optimal allocations of total risk
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proportional risk sharing
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